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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments

Dong Wan Shin and Beong Soo So

Journal of Econometrics, 2000, vol. 99, issue 1, 107-137

Date: 2000
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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